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Press Release 18 December 2013

EBA publishes final draft technical standards on market risk

The European Banking Authority (EBA) published today final draft Regulatory Technical Standards (RTS) and Implementing Technical Standards (ITS) related to market risk. In particular, the EBA published (i) RTS on the definition of materiality thresholds for specific risk in the trading book; (ii) ITS on closely correlated currencies; (iii) RTS on non-delta risk of options in the standardised market risk approach; and (iv) ITS on appropriately diversified indices. The standards will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union (EU).

Press Release 5 December 2013

EBA publishes final draft technical standards on conditions for assessing materiality of extensions and changes of internal approaches for credit and operational risk

The European Banking Authority (EBA) published today its final regulatory technical standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe.

News & Press 3 October 2013

Revised FAQs on Prudent Valuation QIS

The European Banking Authority (EBA) published today an updated list of FAQs on the Prudent Valuation Quantitative Impact Study (QIS). Changes and/or clarifications to the FAQs are marked in red in the excel file.

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19 September 2013

Barclays.pdf

European Banking Authority Consultation Paper related material - Response from Barclays (EBA/CP/2013/16)

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Document
19 September 2013

WKO.pdf

European Banking Authority Consultation Paper related material - Response from WKO (EBA/CP/2013/15)

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Document
19 September 2013

APB.pdf

European Banking Authority Consultation Paper related material - Response from APB (EBA/CP/2013/15)

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